So, I have 6 “master” files to then divide into 40 separate files

Try something like this (tried to stick to your style/approach)

'open new workbook
Set NewCaseFile = Workbooks.Add

'-------------------------------------------------
Dim strSheetNameAG As String
Dim strSheetNameER As String
'etc

Dim intLoop As Integer

For intLoop = 1 To 40

    'set sheet names
    strSheetNameAG = "HR gp " & i
    strSheetNameER = "F&B gp " & i
    'etc

    'move them across
    Windows("AG.xlsx").Sheets(strSheetNameAG).Move Before:=NewCaseFile.Sheets(1)
    Windows("ER.xlsx").Sheets(strSheetNameAG).Move Before:=NewCaseFile.Sheets(1)
    'etc

Next intLoop

'-------------------------------------------------
'Save the created file for Group1
 ActiveWorkbook.SaveAs Filename:=sPath & "gp 1.xlsx", FileFormat:= _
   xlOpenXMLWorkbook, CreateBackup:=False
   ActiveWorkbook.Close False

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